I tries to make it in qt, but have some issues when I paint it in widget which over parent.

First way:
@ QPainter p(this);
// widget border
p.drawRect(0, 0, width()-1, height()-1);
p.setBrush(Qt::lightGray);
p.setOpacity(0.3);
p.drawRect(0, 0, 200, 200);
p.setOpacity(1);
p.eraseRect(100, 100, 200, 200);
p.setOpacity(0.3);
p.drawRect(100, 100, 200, 200);@

Result: http://itmages.ru/image/view/1133748/ed8fbadb

Second way:
@ QPainter p(this);
// widget border
p.drawRect(0, 0, width()-1, height()-1);
p.setBrush(Qt::lightGray);
p.setOpacity(0.3);
p.drawRect(0, 0, 200, 200);
p.setCompositionMode(QPainter::CompositionMode_Clear);
p.drawRect(100, 100, 200, 200);
p.setCompositionMode(QPainter::CompositionMode_SourceOver);
p.drawRect(100, 100, 200, 200);@

Result: http://itmages.ru/image/view/1133750/0be2675f

Example shows that after erasing widget get wrong background color of parent widget. In my case it green, but it draws like default system color.

Source code: https://dl.dropboxusercontent.com/u/16019144/PaintExample.zip